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PPTA vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

PPTA vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Perpetua Resources Corp (PPTA) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPTA achieves a -5.37% return, which is significantly higher than XRP-USD's -38.21% return.


PPTA

1D
1.15%
1M
-23.51%
YTD
-5.37%
6M
-9.30%
1Y
31.89%
3Y*
71.90%
5Y*
22.69%
10Y*

XRP-USD

1D
-2.68%
1M
-22.87%
YTD
-38.21%
6M
-46.05%
1Y
-51.05%
3Y*
30.77%
5Y*
5.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PPTA vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PPTA
Perpetua Resources Corp
-5.37%126.90%236.59%8.56%-38.53%-34.48%
XRP-USD
XRP
-38.21%-11.56%237.88%81.04%-59.10%55.20%

Correlation

The correlation between PPTA and XRP-USD is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Feb 18, 2021

0.12

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Return for Risk

PPTA vs. XRP-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PPTA
PPTA Risk / Return Rank: 5858
Overall Rank
PPTA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PPTA Sortino Ratio Rank: 5757
Sortino Ratio Rank
PPTA Omega Ratio Rank: 5757
Omega Ratio Rank
PPTA Calmar Ratio Rank: 6060
Calmar Ratio Rank
PPTA Martin Ratio Rank: 6161
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4949
Overall Rank
XRP-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4747
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PPTA vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Perpetua Resources Corp (PPTA) and XRP (XRP-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


PPTAXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.18

Sortino ratioReturn per unit of downside risk

+2.11

Omega ratioGain probability vs. loss probability

1.14

0.90

+0.24

Calmar ratioReturn relative to maximum drawdown

0.82

-0.74

+1.56

Martin ratioReturn relative to average drawdown

1.90

-1.18

+3.08

PPTA vs. XRP-USD - Sharpe Ratio Comparison

The current PPTA Sharpe Ratio is 0.43, which is higher than the XRP-USD Sharpe Ratio of -0.76. The chart below compares the historical Sharpe Ratios of PPTA and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


PPTAXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

-0.76

+1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.06

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.55

-0.25

Drawdowns

PPTA vs. XRP-USD - Drawdown Comparison

The maximum PPTA drawdown since its inception was -81.78%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for PPTA and XRP-USD.


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Drawdown Indicators


PPTAXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-81.78%

-95.87%

+14.09%

Max Drawdown (1Y)

Largest decline over 1 year

-39.15%

-69.23%

+30.08%

Max Drawdown (3Y)

Largest decline over 3 years

-39.62%

-69.23%

+29.61%

Max Drawdown (5Y)

Largest decline over 5 years

-81.78%

-77.83%

-3.95%

Current Drawdown

Current decline from peak

-38.45%

-68.01%

+29.56%

Average Drawdown

Average peak-to-trough decline

-38.73%

-70.99%

+32.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.92%

44.15%

-27.23%

Volatility

PPTA vs. XRP-USD - Volatility Comparison

Perpetua Resources Corp (PPTA) has a higher volatility of 24.72% compared to XRP (XRP-USD) at 13.72%. This indicates that PPTA's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPTAXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.72%

13.72%

+11.00%

Volatility (6M)

Calculated over the trailing 6-month period

55.73%

46.04%

+9.69%

Volatility (1Y)

Calculated over the trailing 1-year period

75.03%

56.11%

+18.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.85%

72.38%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.00%

111.82%

-39.82%

Frequently Asked Questions


PPTA and XRP-USD have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PPTA has higher volatility (24.72%) compared to XRP-USD (13.72%). In terms of maximum drawdown, PPTA dropped -81.78% vs XRP-USD's -95.87%.

PPTA currently has the higher Sharpe Ratio (0.43 vs -0.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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